Existence of solutions for G-SFDEs with Cauchy-Maruyama approximation scheme (Q1725036)
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scientific article; zbMATH DE number 7023119
| Language | Label | Description | Also known as |
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| English | Existence of solutions for G-SFDEs with Cauchy-Maruyama approximation scheme |
scientific article; zbMATH DE number 7023119 |
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Existence of solutions for G-SFDEs with Cauchy-Maruyama approximation scheme (English)
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14 February 2019
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Summary: We present the Cauchy-Maruyama (CM) approximation scheme and establish the existence theory of stochastic functional differential equations driven by G-Brownian motion (G-SFDEs). Several useful properties of Cauchy-Maruyama (CM) approximate solutions \(X^k\) of G-SFDEs are given. We show that the unique solution of G-SFDEs gets convergence from Cauchy-Maruyama (CM) approximate solutions. The existence theorem for G-SFDEs is developed with the above mentioned scheme.
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